+63.2%
EFA vs XYL
+15.2%
+48.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -2.4% | -1.2% | -1.1% | -2.0% |
| 30D | -2.2% | -13.2% | +10.9% | +2.0% |
| 3M | +5.7% | -0.2% | +5.8% | +5.0% |
| 6M | +8.2% | -12.5% | +20.7% | +12.1% |
| YTD | +11.8% | -20.9% | +32.7% | +19.1% |
| 1Y | +18.3% | -21.6% | +39.8% | +26.3% |
| All | +63.2% | +15.2% | +48.0% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling